Results show that optimistic and pessimistic individuals have different expression levels of stress-related genes in the brain, which suggest that cognitive bias towards optimistic/pessimistic judgments would have an impact on the stress response. In fact, optimistic and pessimistic individuals show a differential activation of the stress axis under chronic stress conditions. These results suggest that activation of the stress response depends not only on the intrinsic characteristics of the stressor, but also on the cognitive appraisal made by each individual of stressful events, with optimistic and pessimistic individuals having a different response threshold, and therefore differentially activating a stress response. Therefore, screening animals for pessimistic and optimistic phenotypes could be helpful in the field of antidepressant drug research, since pessimistic and optimistic animals may diverge in their response to antidepressants. Furthermore, our results also show, for the first time in a vertebrate model, that cognitive bias towards pessimistic judgments makes individuals more susceptible to the detrimental effects of chronic stress, since telomere attrition is associated with pessimistic individuals under chronic stress. In this scenario, inter-individual differences in cognitive bias seem to be linked to inter-individual variations in stress responses, thus revealing the potential for evaluating biases of stress that affect the individual’s vulnerability to stress-related diseases, with pessimistic individuals being more susceptible than optimistic ones. These findings would not therefore only be important for academia, but also ultimately for clinical practice, and may reinforce therefore the already strong European competitiveness in the area of stress-related health and management.